Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 46.38%
October 31, 2020 46.38%
September 30, 2020 46.38%
August 31, 2020 46.38%
July 31, 2020 46.38%
June 30, 2020 46.38%
May 31, 2020 46.38%
April 30, 2020 46.38%
March 31, 2020 46.38%
February 29, 2020 24.48%
January 31, 2020 24.48%
December 31, 2019 24.48%
November 30, 2019 24.48%
October 31, 2019 24.48%
September 30, 2019 24.48%
August 31, 2019 24.48%
July 31, 2019 24.48%
June 30, 2019 24.48%
May 31, 2019 24.48%
April 30, 2019 24.48%
March 31, 2019 24.48%
February 28, 2019 24.48%
January 31, 2019 24.48%
December 31, 2018 24.48%
November 30, 2018 21.37%
Date Value
October 31, 2018 21.37%
September 30, 2018 21.37%
August 31, 2018 21.37%
July 31, 2018 21.37%
June 30, 2018 21.37%
May 31, 2018 21.37%
April 30, 2018 21.37%
March 31, 2018 21.37%
February 28, 2018 21.37%
January 31, 2018 21.37%
December 31, 2017 21.37%
November 30, 2017 21.37%
October 31, 2017 21.37%
September 30, 2017 21.37%
August 31, 2017 21.37%
July 31, 2017 21.37%
June 30, 2017 21.37%
May 31, 2017 21.37%
April 30, 2017 21.37%
March 31, 2017 21.37%
February 28, 2017 21.37%
January 31, 2017 21.37%
December 31, 2016 21.37%
November 30, 2016 21.37%
October 31, 2016 21.37%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).

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Max Drawdown (5Y) Range, Past 5 Years

21.37%
Minimum
Aug 2016
46.38%
Maximum
Mar 2020
26.41%
Average
24.48%
Median
Dec 2018